1. He must have been rich.

2. I am sure he was rich.
3. I am sure that he was rich.
4. It is certain he was rich.
5. It is certain that he was rich.
6. Certainly he was rich.
7. Surely he was rich.

(Are they all the same? Do we have to use 'that' or not?)

You can keep "that" or omit it ... either way works fine.

All mean approximately the same thing, yes.